Indices

STOXX^® World Equity Factor ESG Low Carbon Target

Summary

The STOXX World Equity Factor ESG Low Carbon Target Index is designed to enhance exposure to a multi-factor alpha signal—comprising Momentum, Quality, Value, Low Volatility, and Size—while maintaining close alignment with its parent index, the STOXX Developed World Index. The index uses Sustainalytics and ISS ESG data, excludes companies involved in controversial activities - such as weapons, tobacco, and thermal coal - and through an optimization process improves ESG performance relative to the parent index and targets a minimum 50% reduction in Scope 1+2 greenhouse gas intensity. The methodology balances factor exposure, diversification, and liquidity constraints.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)
GBP (Gross Return)
USD (Price Return)
GBP (Price Return)
USD (Net Return)
USD (Gross Return)
GBP (Net Return)

Symbol

SWEFLEP

Calculation

Realtime

Dissemination Period

00:00-22:30 CET

ISIN

CH1362052016

Bloomberg

SWEFLGG INDEX

Last Value

172.42 +0.54 (+0.31%)

As of 04:48 pm CET

Week to Week Change

-0.01%

52 Week Change

4.63%

Year to Date Change

6.72%

Daily Low

171.77

Daily High

172.55

52 Week Low

136.02 — 8 Apr 2025

52 Week High

173.78 — 3 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
Apple Inc.	US
Microsoft Corp.	US
ALPHABET CLASS C	US
BROADCOM	US
Amazon.com Inc.	US
Capital One Financial Corp.	US
McKesson Corp.	US
Manulife Financial Corp.	CA
GENERAL MOTORS	US

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Featured indices

The EURO STOXX 50 ESG Index reflects the EURO STOXX 50 Index with standardized ESG exclusion screens applied for Global Standards Screening.

ISS ESG Exclusion filters are applied, screening companies for compliance based on Controversial Weapons, Small Arms, Military Contracting, Thermal Coal, Unconventional Oil & Gas, ESG Controversies, ESG Risk, and Tobacco, as well as coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. Furthermore, companies with the lowest ESG scores are excluded until a total of 20% (based on number of holdings) of the initial EURO STOXX 50 components are excluded. Each exclusion is replaced by a EURO STOXX company with a higher ESG score from the same ICB Supersector as the excluded company.

The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the EURO STOXX 50 Index excluding its worst 20% ESG scorers.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO STOXX 50^® ESG - EUR (Price Return)

€248.4

+0.32

1Y Return

18.13%

1Y Volatility

0.17%

The DAX® 50 ESG index employs two complementary approaches to incorporate ESG principles into the selection criteria:

The index features standardized negative screens for companies that are involved in controversial weapons, military contracting, nuclear power, thermal coal, tobacco, fossil fuels – or fail the standardized ESG screens within the Global Standard Screening.

The methodology considers environmental, social and governance (ESG) scores in the stock selection.

The methodology is designed to ensure an ESG index which serves as a benchmark for sustainable German equity portfolios.
The selection universe for the DAX® 50 ESG index is the HDAX® index, which comprises all equities that belong to either the DAX®, MDAX® or TecDAX® indices.

From this universe, the DAX® 50 ESG tracks the performance of the 50 largest, most liquid German market stocks that have passed standardized ESG screens related to Global Standards Screening, as well as the involvement in controversial weapons, tobacco production, thermal coal, nuclear power and military contracting, and feature comparably good performance based on their Environmental, Social and Governance criteria. This index applies screens in alignment with the ESMA guidelines on funds’ names and the BSW sustainable finance codex using ESG or sustainability-related terms.

Selected components are weighted by free-float market capitalization, subject to a 7% component cap.

The DAX® 50 ESG is designed to be suitable as underlying for derivatives, structured products and exchange-traded funds, and to be used as the ESG flagship benchmark for the German equity market.

For a description of the selection methodology and the review calendar, Please click here.

DAX 50 ESG - EUR (Total Return)

€3219.49

+21.21

1Y Return

17.84%

1Y Volatility

0.18%

The STOXX® Europe 600 ESG-X index is based on the STOXX® Europe 600 index, one of Europe's key benchmarks, with standardized ESG exclusion screens applied. The screens are based on the responsible policies of leading asset owners and aims to reduce reputational and idiosyncratic risks. STOXX will exclude companies that ISS ESG considers to be non-compliant based on Norms-based research, are involved in Controversial Weapons, are Tobacco Producers and that either derive revenues from Thermal Coal extraction or exploration, or, have power generation capacity that utilises thermal coal. The STOXX® Europe 600 ESG-X index is suitable as underlying for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

In February 2019, the STOXX^® Europe 600 ESG-X Index became the underlying for Europe’s first ESG futures contracts, listed on Eurex.

Since October 21, 2019 Eurex too offers options contracts on the STOXX^® Europe 600 ESG-X Index.

STOXX Europe 600 ESG-X Explained

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines. Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Europe 600 ESG-X - EUR (Price Return)

€211.92

+0.14

1Y Return

9.57%

1Y Volatility

0.14%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant based on ISS ESG's Norms-based screening Screening assessment, that are involved in controversial weapons, are tobacco producers, or that either derive revenues from thermal coal extraction or exploration or have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

In February 2020, the STOXX^® USA 500 ESG-X Index became the underlying for the first listed derivative covering the US market which includes a screening for thermal coal mining and coal-fired power plants. The future is listed on Eurex.

STOXX And Eurex Expand ESG Footprint To Cover US Market

871 (m) Regulation

Eurex Launches Futures on STOXX USA 500 ESG-X

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® USA 500 ESG-X - USD (Price Return)

$500.18

+0.99

1Y Return

10.66%

1Y Volatility

0.20%

The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. The index is made of the following three ESG sub-indices: the STOXX Global ESG Environmental Leaders, the STOXX Global ESG Social Leaders and the STOXX Global ESG Governance Leaders indices.

Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Global ESG Leaders - USD (Price Return)

$201.27

-0.29

1Y Return

27.24%

1Y Volatility

0.15%

STOXX® World Equity Factor ESG Low Carbon Target

Summary

Details

Top 10 Components

Featured indices

STOXX^® World Equity Factor ESG Low Carbon Target